dst ..... quick question about "native" and "calculated" volume. it seems the the two types of volume are more closely matched on the ES over the CL. The % difference is much greater with CL than with ES. Currently have 850K calculated and 857K native on ES Currently have 147K calculated and 181K native on CL If this information is from the exchanges how do most quote services deal with the discrepancy or is this just an IB issue?
Although the ticket status is still 'in progress', the issue seems to be already solved - volume is updating frequently as it used to.
That post was on May 2. Yep. seems vol is coming thru ok. no negative feedback from other users. Thanks DST for hanging with us, updating us. much appreciated by IB and QT users.
"The implication of the above statement by rcj is that the accumulated volume is only broadcast to the API every 30 seconds or so. Previously it refreshed every second (at least)." Please fix this IB. Thanks for sending the ticket rcj, please keep thread updated.